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Optimal portfolio allocation and asset centrality revisited
Olmo, Jose - In: Quantitative finance 21 (2021) 9, pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
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Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion
Gonzalo, Jesús; Olmo, Jose - 2016
Persistent link: https://www.econbiz.de/10011541391
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Strategic asset allocation revisited
Laborda, Ricardo; Olmo, Jose - 2015
Persistent link: https://www.econbiz.de/10011412825
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Nonlinear time varying risk aversion and strategic optimal portfolio allocation
Olmo, Jose - 2015
Persistent link: https://www.econbiz.de/10011412827
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - In: International economic review 55 (2014) 3, pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
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Optimal currency carry trade strategies
Laborda, Juan; Laborda, Ricardo; Olmo, Jose - In: International review of economics & finance : IREF 33 (2014), pp. 52-66
Persistent link: https://www.econbiz.de/10010531286
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Optimal asset allocation for strategic investors
Laborda, Ricardo; Olmo, Jose - In: International journal of forecasting 33 (2017) 4, pp. 970-987
Persistent link: https://www.econbiz.de/10011746933
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Strategic optimal portfolio choice with financial frictions
Labord, Ricardo; Olmo, Jose - 2016
Persistent link: https://www.econbiz.de/10011488739
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Testing downside risk efficiency under market distress
Gonzalo, Jesús (contributor); Olmo, Jose (contributor) - 2008
Persistent link: https://www.econbiz.de/10003774249
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Downside risk efficiency under market distress
Gonzalo, Jesus; Olmo, Jose - 2009
Persistent link: https://www.econbiz.de/10003972376